Heat the olive-oil in a large, heavy fry pan with a tight-fitting lid. Sauté the shallots, leeks, and one clove of garlic for a few minutes. Add 3 tablespoons of parsley (reserve remaining tbsp for garnish), vinegar, wine, fennel seeds, and Mezcal/Pernod/Brandy. Heat until almost boiling. Add mussels and steam for 3-5 minutes until the mussels have opened.
With a slotted spoon, transfer the mussels to individual bowls. Discard any that did not open.
Add the cream to the sauce and cook over med-high for 3 minutes until slightly reduced. Season with salt and a the remaining 1 clove garlic. Pour some sauce over each bowl of mussels. Garnish with remaining fresh parsley. Serve immediately with fresh chunks of baguette for dipping.